When you hear or read a name of someone you don't know yet, it immediately makes you think of what the person could be like, whether you want to or not. So names do matter.
Still, it's very different for each country, of course. In Germany, the rules are very strict. For example, the office first didn't want to allow my parents to give my name. My grandma was russian, so my parents wanted to give me a russian name. The name sounds as if it would end on a vowel. Nearly all german names ending on a vowel are names for women, and the law says that you have to be able to identify a persons gender by the name alone.
In England it's different. There you can give yourself about any name you want to, without much of a hassle and without it costing much money either. Go there, pay a few bucks, pick nearly any name you like, and there you go.